• Title/Summary/Keyword: 함수적 분산분석

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A Study on the Effect of Changes in Oil Price on Dry Bulk Freight Rates and Intercorrelations between Dry Bulk Freight Rates (국제유가의 변화가 건화물선 운임에 미치는 영향과 건화물선 운임간의 상관관계에 관한 연구)

  • Chung, Sang-Kuck;Kim, Seong-Ki
    • Journal of Korea Port Economic Association
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    • v.27 no.2
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    • pp.217-240
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    • 2011
  • In this study, vector autoregressive and vector error correction models in the short-run dynamics are considered to analyze the effect of the changes in international crude oil prices on Baltic dry index, Baltic Capesize index and Baltic Panamax index, and the intercorrelations between Capesize and Panamax prices, respectively. First, using the vector autoregressive model, the changes in international crude oil price have a statistically significant positive effect for Capesize at lag 1, for Panamax a significant negative effect at lag 3 and a significant positive effect for Baltic dry index at lag 1. From the impulse response analysis, the international crude oil price causes Baltic dry index to increase in the sort-run and the effect converges on the mean after 3 months. Second, using the vector error correction model, the empirical results for the spillover effects between Capesize and Panamax markets provide that in the case of the deviation from a long-run equilibrium the Panamax price is adjusted toward decreasing. The increases in freight rates of the Capesize market at lag 1 lead to increase the freight rates in Panamax market at present. The Panamax responses from the Capesize shocks increase rapidly for 3 months and the effect converges on the mean after 5 months. The Capesize responses from the Panamax shocks are relatively small, and increase weakly for 3 months and the effect disappears thereafter.

SLNR-Based Precoder Design for Multiuser MIMO in Distributed Antenna Systems (분산 안테나 시스템에서 다중 사용자 MIMO를 위한 SLNR 기반의 프리코더 설계)

  • Seo, Bangwon
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.6
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    • pp.75-82
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    • 2018
  • In this paper, we consider a precoder design for downlink multiuser multiple-input multiple-output (MU-MIMO) in distributed antenna systems (DAS). In DAS, remote radio heads (RRHs) are placed at geographically different locations within a cell area. Three different precoder design schemes are proposed to maximize the separate or joint signal-to-leakage-plus-noise ratio (SLNR) metrics by considering RRH sum power or per-RRH power constraints. The analytical closed-form form solution for each optimization problem is presented. Through computer simulation, we show that the joint SLNR based precoding schemes have better signal-to-interference-plus-noise ratio (SINR) and bit error rate (BER) performances than the separate SLNR based schemes. Also, it is shown that the precoding scheme with RRH sum power constraint has better performance than the precoding scheme with per-RRH power constraint.

Performance of OFDM MMoF System considering Nonlinearity of OSSB Modulation (OSSB 변조의 비선형성을 고려한 OFDM MMoF 시스템의 성능)

  • Kim Chang-Joong;Lee Ho-Kyoung
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.43 no.3 s.345
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    • pp.27-31
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    • 2006
  • Millimeter over Fiber (MMoF) technique modulates millimeter wave signal optically to transmit it through an optical fiber for long distances with small loss. MMoF system usually uses optical single sideband (OSSB) modulation scheme to reduce fiber chromatic dispersion and obtain high bandwidth efficiency. The optical link of MMoF system using OSSB is treated as a nonlinear amplifier, and the AM/AM characteristic function of the amplifier is a Bessel function of the first kind of order 1. In this paper, we investigate the performance of OFDM MMoF system considering nonlinearity of OSSB modulation. We estimate a power of the nonlinear distortion noise to analyze the theoretical bit error rate(BER), and perform a simulation to verify the theoretical BER.

Analysis and Comparison of Noncoherent Code Tracking Loops for DS-CDMA Systems (DS-CDMA 시스템을 위한 비동기식 동기 추적 회로의 성능 비교 분석)

  • Lee, Kyong Joon;Park, Hyung Rea;Chae, Soo Hoan
    • Journal of Advanced Navigation Technology
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    • v.1 no.1
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    • pp.70-80
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    • 1997
  • In this paper, the performances of two noncoherent code tracking loops, i. e., traditional code tracking loop(TCTL) and modified code tracking loop(MCTL) are analyzed and compared in a CDMA mobile environment. Closed-form formulas for steady-state jitter variance are derived analytically for the two schemes as a function of the pulse shaping filter, timing offset, signal-to-interference ratio, and loop bandwidth. The design issues of the loop filter are also addressed with emphasis on the second-order tracking loop. Finally, the degradation of BER performance due to timing errors is examined in a CDMA reverse link for IMT-2000 designed by ETRI.

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Analysis of Spatial-temporal Variability of NOAA/AVHRR NDVI in Korea (NOAA/AVHRR 정규식생지수의 시공간 변화도 분석)

  • Kim, Gwangseob;Kim, Jong Pil
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.3B
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    • pp.295-303
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    • 2010
  • The variability of vegetation is strongly related to the variability of hydrometeorological factors such as precipitation, temperature, runoff and so on. Analysis of the variability of vegetation will aid to understand the regional impact of climate change. Thus we analyzed the spatial-temporal variability of NOAA(National Oceanic and Atmospheric Administration)/AVHRR(Advanced Very High Resolution Radiometer) NDVI(Normalized Difference Vegetation Index). In the results from Mann-Kendall test, there is no significant linear trend of annual NDVI from 1982 to 2006 in the most area except the downward trend on the significance level 90% in the Guem-river basin area. In addition, using EOF(Empirical Orthogonal Function) analysis, the variability of NDVI in the region of higher latitude and altitude is higher than that in the other region since the spatial variability of NDVI follows the latitudinal gradient. Also we could get higher NDVI in June, July, August and September. We had the highest NDVI in Han-river basin area and the lowest in Je-Ju island.

Web-based Distributed Parallel Computing Environment with Multi-Managing Method (멀티 매니징 기법을 이용한 웹기반 분산 병렬 컴퓨팅 환경)

  • Maeng, Hye-Seon;Han, Tak-Don;Kim, Sin-Deok
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.7
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    • pp.1777-1788
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    • 1999
  • The portability of Java language makes it possible to use heterogeneous computers without re-compiling of application programs. Java applet can also be transported to other computers via Web browser. In this research, a Cooperative Web Computing Environment(CWCE) that uses idle computers on the Intranet for cooperative parallel computing work is suggested. The CWCE allows to use more than a manager computer that sends applets and manages communication between other computers. The number of manager computers can be determined according to the characteristics of computing environment and any chosen application program. It can reduce the amount of communication overhead for the application programs especially with synchronized communication. For the CWCE, a decision function to determine the managing level is provided. The CWCE turns out to be useful computing environment for the applications with less computation request ratio and multi-managing can help to reduce the communication overhead especially for the applications with a high ratio of synchronization purpose communications.

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A Case Study on Quantifying Uncertainties of Geotechnical Random Variables (지반 확률변수의 불확실성 정량화에 관한 사례연구)

  • Han, Sang-Hyun;Yea, Geu-Guwen;Kim, Hong-Yeon
    • The Journal of Engineering Geology
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    • v.22 no.1
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    • pp.15-25
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    • 2012
  • Probabilistic design methods have been used as a design standard in Korea and abroad for achieving reasonable design by considering the statistical uncertainties of soil properties. In this study, the following techniques for reflecting geotechnical uncertainty are analyzed: quantification of the uncertainties of geotechnical random variables, and consideration of economic feasibility in design by minimizing the uncertainties related to the number of samples. To quantify the uncertainties, the techniques were applied to soil properties obtained from samples collected and tested in the field. The results showed an underestimation of the standard deviation by the 3-sigma approach in comparison with calculations using data from the samples. This finding indicates that economical design is possible in terms of probability. However, when compared with the Bayesian approach, which does not consider the number of samples, variability in the 3-sigma approach is underestimated for some variables. This finding also indicates a safety issue, whereas the number of samples based on the Bayesian approach showed the lowest variance. The variance of the probability density function showed a marked decrease with increasing number of samples, to converge at a certain level when the number exceeds 25. Of note, the estimation of values is more reliable for random variables having low variability, such as soil unit weight, and can be obtained with a small number of samples.

Estimating the Demand Function for Industrial Natural Gas Use in Korea : A Cross-sectional Analysis (횡단면 분석을 활용한 한국 산업용 도시가스 수요함수 추정)

  • Lee, Bok-Hee;Lee, Hye-Jeong;Yoo, Seung-Hoon;Huh, Sung-Yoon
    • Journal of the Korean Institute of Gas
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    • v.24 no.6
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    • pp.34-46
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    • 2020
  • In order to supply stable natural gas in the future, it is necessary to forecast the demand in advance and secure the quantity of supply. In this paper, we propose a method of estimating the demand function of industrial natural gas, which is the core of the increase of domestic natural gas demand in the future. The cross-sectional data of 304 domestic industries were used to estimate the demand function of the industrial natural gas, and the effect of industry specific characteristics such as capital investment, manufacturing cost. Finally, the least absolute deviation estimation method which is robust to outliers and does not assume the homogeneity of the error term and the normality, And the results were derived. In addition, the economic value of industrial city gas was estimated using the price elasticity of industrial city gas. Therefore, it can be seen that the continuous expansion and supply of city gas to the industrial sector is beneficial at the national level, and the government needs to promote expansion through the industrial city gas support policy.

Comparisons of Empirical Bayes Approaches to Censored Accelerated Lifetime Data (가속수명자료에 대향 경험적 베이즈 비료연구)

  • Cho, Geon-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.183-194
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    • 1997
  • In accelerated life tests, the failure time of an item is observed under a high stress level and based on the time, the failure rates of items we estimated at the normal stress level. In this paper, when the mean of the prior distribution of a parameter is known in Weibull lifetime model with censored failure time data, we study various estimating methods to obtain the empirical Bayes estimator of a parameter from the empirical Bayes approach under the normal stress level by considering the fact that the Bayes estimator is the function of prior parameters and of the acceleration parameter representing the effect of acceleration. And we compare the performance of several empirical Bayes estimators of a parameter in terms of the Bayes risk.

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A Low Complicate Reverse Rake Beamforming Algorithm Based On Simplex Downhill Optimization Method For DS/CDMA Communication (Simplex Downhill 최적화 기법을 기반으로 하는 간략화 된 DS/CDMA 역방향 링크 Rake Beamforming Method)

  • Lee Sang-Keun;Lee Yoon-Hyun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.3A
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    • pp.249-253
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    • 2006
  • We propose a new beamforming algorithm, which is based on simplex downhill optimization method in the presence of pilot channels in cdma2000 reverse-link, for the rake structure antenna array in DS/CDMA communication system. Our approach uses the desired signal(pilot) covariance matrix and the interference covariance matrix. The beamforming weights are made according to maximum SINR criteria using simplex downhill optimization procedure. Our proposed scheme provides lower computational load, better convergence speed, better performance than existingadaptive beamforming algorithm. The simplex downhill method is well suited to finding the optimal or sub-optimal weight vector, since they require only the value of the deterministic function to be optimized. The rake beamformer performances are also evaluated under several set of practical parameter values with regard to spatial channel model. We also compare the performance between conventional rake receiver and the proposed one under same receiving power.